Binomial AR(1) processes: moments, cumulants, and estimation

DOI10.1080/02331888.2011.605893zbMath1327.62477OpenAlexW2062708010MaRDI QIDQ5299493

Christian H. Weiß, Hee-Young Kim

Publication date: 25 June 2013

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2011.605893

zbMATH Keywords

momentscumulantsbinomial \(\mathrm{AR}(1)\) modelconditional least-squares estimatorsquared difference estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: estimation; hidden Markov models (62M05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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